UBS Put 135 TSM 20.12.2024
/ DE000UM378C7
UBS Put 135 TSM 20.12.2024/ DE000UM378C7 /
| 2024-07-10 9:55:26 PM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-15.22% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
135.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
UM378C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
-3.56 |
| Time value: |
0.53 |
| Break-even: |
129.70 |
| Moneyness: |
0.79 |
| Premium: |
0.24 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.07 |
| Spread %: |
15.22% |
| Delta: |
-0.17 |
| Theta: |
-0.04 |
| Omega: |
-5.32 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.390 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-61.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
0.670 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.551 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
